Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-05 54.841420 61.001978 67.993122 76.609773 87.081151 99.580766 115.927895
2025-01-12 45.292778 52.850699 62.140395 74.710289 91.808307 115.154699 151.293814
2025-01-19 39.087594 46.842139 56.818054 71.096080 91.970002 123.244578 178.310438
2025-01-26 37.489710 46.201587 57.969140 75.898725 104.425344 152.453557 253.620979
2025-02-02 36.383097 45.946573 59.437590 81.221071 118.874266 190.604164 378.157344
2025-02-09 34.556069 44.412928 58.766124 82.981595 127.685105 222.330771 528.413049
2025-02-16 32.544327 42.375251 57.035219 82.617556 132.394187 247.689628 706.507996
2025-02-23 30.880221 40.678113 55.605326 82.476581 137.444363 276.840326 983.564072
2025-03-02 29.058237 38.585806 53.319026 80.430890 137.947072 294.285531 1277.373401
2025-03-09 27.534656 36.834205 51.415383 78.809852 139.003401 314.484401 1735.839272
2025-03-16 25.716181 34.511024 48.383470 74.682937 133.376142 310.051287 1942.043179
2025-03-23 25.300055 34.349093 48.939481 77.547944 145.302027 377.278545 4621.233827
2025-03-30 24.172735 33.055418 47.575339 76.662132 148.287328 416.789885 10979.680266
2025-04-06 22.970196 31.579444 45.797460 74.745228 148.211840 444.769702 36122.541896
2025-04-13 21.624034 29.795042 43.347257 71.128551 142.548875 440.428055 91310.257288
2025-04-20 21.603387 30.169672 44.752468 75.934716 162.951203 617.952255 NaN
2025-04-27 21.607077 30.578651 46.254552 81.261118 188.057053 934.410314 NaN
2025-05-04 21.159250 30.189153 46.222688 83.023018 202.118860 1246.810220 NaN
2025-05-11 20.505029 29.405114 45.369199 82.658693 208.136402 1513.845317 NaN
2025-05-18 19.922496 28.714324 44.644278 82.517608 215.200220 1899.724251 NaN
2025-05-25 19.183255 27.713646 43.242683 80.470325 213.428910 2088.322284 NaN
2025-06-01 18.534418 26.845298 42.053283 78.848042 213.136651 2363.381641 NaN
2025-06-08 17.670567 25.565675 39.980567 74.718024 200.311581 2100.904249 NaN